-1.0%
AKAM vs QS
-46.4%
+45.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.5% | -3.6% | +5.1% | +1.6% |
| 30D | -13.0% | -17.2% | +4.2% | -12.3% |
| 3M | -19.4% | -27.0% | +7.6% | -18.5% |
| 6M | +0.3% | -24.6% | +24.9% | +1.3% |
| YTD | +22.4% | -49.3% | +71.7% | +25.2% |
| 1Y | +34.8% | -40.3% | +75.2% | +36.4% |
| 3Y | +1.9% | -23.8% | +25.8% | -0.2% |
| 5Y | -4.6% | -75.0% | +70.4% | -6.3% |
| All | -1.0% | -46.4% | +45.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling